[jira] [Resolved] (RNG-151) Modified Ziggurat algorithm for normal and exponential sampling

["Alex Herbert (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/RNG-151?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Alex Herbert resolved RNG-151.
------------------------------
    Fix Version/s: 1.4
       Resolution: Implemented

Added in commit:

6525ccf566ca2f4d13858b9f0fc4583762e9ad68

> Modified Ziggurat algorithm for normal and exponential sampling
> ---------------------------------------------------------------
>
>                 Key: RNG-151
>                 URL: https://issues.apache.org/jira/browse/RNG-151
>             Project: Commons RNG
>          Issue Type: Improvement
>          Components: sampling
>    Affects Versions: 1.3
>            Reporter: Alex Herbert
>            Priority: Major
>             Fix For: 1.4
>
>          Time Spent: 40m
>  Remaining Estimate: 0h
>
> The following paper describes a modification of the ziggurat method for sampling normal and exponential deviates:
> {noformat}
> McFarland, C.D. (2016)
> "A modified ziggurat algorithm for generating exponentially and normally distributed pseudorandom numbers".
> Journal of Statistical Computation and Simulation 86, 1281-1294.
> {noformat}
> [McFarland (2016) JSCS 86, 1281-294|https://www.tandfonline.com/doi/abs/10.1080/00949655.2015.1060234]
> Note: This method is the one that has been chosen as the default implementation for the java.util.random.RandomGenerator nextGaussian and nextExponential methods to be added in JDK 17.
> The method should be investigated in comparison to the current ziggurat method of Marsaglia used in ZigguratNormalizedGaussianSampler and ZigguratExponentialSampler.
>  



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